https://github.com/cran/mvtBinaryEP
Tip revision: bd876c4c9cc813f7c7b610832fa2793c250504d0 authored by Kunthel By on 25 January 2011, 00:00:00 UTC
version 1.0.1
version 1.0.1
Tip revision: bd876c4
ranMVN.R
`ranMVN` <-
function(nRep=1, Sigma, seed=NULL)
{
if ( !exists(".Random.seed", envir=.GlobalEnv, inherits = FALSE) ){ runif(1) }
if (is.null(seed))
RNGstate <- get(".Random.seed", envir = .GlobalEnv)
else
{
R.seed <- get(".Random.seed", envir = .GlobalEnv)
set.seed(seed)
RNGstate <- structure(seed, kind = as.list(RNGkind()))
on.exit(assign(".Random.seed", R.seed, envir = .GlobalEnv))
}
p <- nrow(Sigma)
rootS <- chol(Sigma)
Z <- matrix(rnorm(p*nRep),nRep) # Of dimension nRep by p. #
Y <- Z %*% rootS
return(Y)
}